Your two questions are related. The 'special treatment' happens in the room past the locked door with the hallway. However, you must first rescue Penumbra from the thieves' guild in order to receive this 'service'. AFAIK there is no other way (short of
hex teleporting) to get past that door (the other doors are opened by the various employees).
The special treatment consists of <span class='standouttext'>Spoiler : </span><span class='spoiler'>pretty much the same as the other 'tarts', except there are spikes on the bed, whips and chains around the room, and when the screen returns from the fade-to-black you are down to 1 hit point. Like the first time you use the services of one of the other employees, you also get experience points.</span> (highlight the text to read)